The solution described for XP Pro with shutdown script does not work, even if the group policy editor is installed additionally.

Also the following solution does not work:

Wininit.ini file with the command to delete index.dat

This works, however in all XP versions:

Registry value PendingFileRenameOperations in the key [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager]

Nick Brown writes:

Each element of PendingFileRenameOperations consists of a pair of strings. The first is a full path name to a file, with a bit of magic at the start of it; the second is the new name and extension (only) for the file. Here's a sample REGINI file:

HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\SessionManager

PendingFileRenameOperations = REG_MULTI_SZ \

"\??\C:\WINDOWS\System32\ntos.exe" "ntos.exe_x" \

"\??\C:\WINDOWS\System32\drivers\ynhqttqd.sys" "ynhqttqd.sys_x" \

If the file shall be deleted, the second string must be empty. So the following example applies to History:

"\??\C:\Dokumente und Einstellungen\<user>\Lokale Einstellungen\Verlauf\History.IE5\index.dat" ""

"\??\C:\Documents and settings\<user>\Local Settings\History\History.IE5\index.dat" ""

Note that the file path name must always be prefixed by \??\, otherwise it does not work.

There are also a utilities to create and read this Registry key automatically:

PendMoves 1.1 und MoveFile 1.0 by Mark Russinovich

I recommend to use one of the great number of third party Windows cleaner programs or refer to this solution.